Printed from https://ideas.repec.org/n/nep-ecm/2010-04-24.html
Report NEP-ECM-2010-04-24
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Gareth W. Peters & Mario V. Wuthrich & Pavel V. Shevchenko, 2010, "Chain ladder method: Bayesian bootstrap versus classical bootstrap," Papers, arXiv.org, number 1004.2548, Apr.
- Delgado, Miguel A. & Velasco, Carlos, 2010, "A distribution-free transform of the residuals sample autocorrelations with application to model checking," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we101707, Apr.
- Francq, Christian & Zakoian, Jean-Michel, 2010, "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper, University Library of Munich, Germany, number 22155, Apr.
- Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010, "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper, University Library of Munich, Germany, number 22079, Mar.
- Travaglini, Guido, 2010, "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper, University Library of Munich, Germany, number 22077, Apr.
- Item repec:hal:wpaper:halshs-00472750_v1 is not listed on IDEAS anymore
- Ibrahim Ahamada & Mohamed Boutahar, 2010, "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10028, Apr.
- Item repec:hum:wpaper:sfb649dp2010-022 is not listed on IDEAS anymore
- David E. Giles, 2010, "Hermite Regression Analysis of Multi-Modal Count Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 1001, Apr.
- Item repec:eui:euiwps:eco2010/11 is not listed on IDEAS anymore
- Hess, Wolfgang & Persson, Maria, 2010, "The Duration of Trade Revisited: Continuous-Time vs. Discrete-Time Hazards," Working Paper Series, Research Institute of Industrial Economics, number 829, Apr.
- Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010, "On the Stationarity of Current Account Deficits in the European Union," Working Paper series, Rimini Centre for Economic Analysis, number 05_10, Jan.
- Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10027, Mar.
- Friedrich Geiecke & Mark Trede, 2010, "A Direct Test of Rational Bubbles," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1310, Mar.
- Wanling Huang & Artem Prokhorov, 2010, "A Goodness-of-fit Test for Copulas," Working Papers, Concordia University, Department of Economics, number 10002, Apr, revised Apr 2010.
- Roxana Chiriac & Winfried Pohlmeier, 2010, "How Risky Is the Value at Risk?," Working Paper series, Rimini Centre for Economic Analysis, number 07_10, Jan.
- Item repec:iab:iabfme:201003_en is not listed on IDEAS anymore
- Maria A Cunha-e-Sa & Livia Madureira & Luis Catela Nunes & Vladimir Otrachshenko, 2010, "Protesting or justifying? A latent class model for contingent valuation with attitudinal data," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp547.
- Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez, 2010, "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," NBER Working Papers, National Bureau of Economic Research, Inc, number 15909, Apr.